Share price$8.70
1D+2.7%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T16:18:44.388Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T16:18:40.613717589Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 16.13 | 218.5% | 92.5% | 7.55 | 93.4% | 17.8% |
| 30Δ | 14.76 | 220.5% | 79.2% | 7.82 | 91.3% | 16.2% |
| 35Δ | 13.85 | 225.2% | 73.4% | 8.09 | 89.3% | 14.6% |
| 40Δ | 12.94 | 229.9% | 67.7% | 8.36 | 87.3% | 13.0% |
| 45Δ | 12.04 | 234.7% | 61.9% | 8.63 | 85.2% | 11.4% |
| 50Δ | 11.13 | 239.4% | 56.1% | 8.90 | 83.2% | 9.8% |
| 55Δ | 10.22 | 244.1% | 50.3% | 9.16 | 81.1% | 8.2% |
| 60Δ | 9.31 | 248.9% | 44.5% | 9.43 | 79.1% | 6.6% |
| 65Δ | 8.40 | 253.6% | 38.7% | 9.70 | 77.1% | 4.9% |
| 70Δ | 7.49 | 258.3% | 32.9% | 9.97 | 75.0% | 3.3% |
| 75Δ | 6.59 | 263.0% | 27.2% | 14.12 | 174.7% | 5.2% |
| 80Δ | 5.68 | 267.8% | 21.4% | 16.87 | 205.8% | 4.5% |
No recorded observations